Best I could do was:

Jam Sessions with Jct. 87
Buffalo Bar & Grill, 311 S. Beeline Hwy, Payson
5:00pm-9:00pm Jam session & live band every Sunday

local music store you could call to see if there's a scene:
Beeline Music
Guitars, starting at $20
307 S. Beeline Highway
(928) 472-7393

Web site to check for local places with entertainment:
http://www.inpayson.com/RIM-COUNTRY-MUSIC.htm

Cheers,
Claire